-21.4%
JBLU vs VRSK
+586.4%
-607.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -5.0% | -5.2% | +0.2% | -2.8% |
| 30D | -23.9% | -2.3% | -21.6% | -23.4% |
| 3M | -11.6% | -2.9% | -8.7% | -11.2% |
| 6M | -0.2% | -12.8% | +12.6% | +4.1% |
| YTD | -3.3% | -20.8% | +17.5% | +4.5% |
| 1Y | -15.4% | -33.2% | +17.8% | -0.8% |
| 3Y | -14.7% | -26.6% | +11.8% | -7.5% |
| 5Y | -70.0% | -11.3% | -58.7% | -71.2% |
| 10Y | -72.9% | +126.1% | -199.0% | -85.6% |
| All | -21.4% | +586.4% | -607.8% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VRSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling